Journal articles
- L.A. Grzelak, J.A. Witteveen, María Suárez-Taboada, C.W. Oosterlee.
The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions,
Quantitative Finance, 19 (2019) 2, 339-356. - María Suárez-Taboada, Carlos Vázquez.
Numerical methods for PDE models related to pricing and expected lifetime of an extraction project,
Discrete and Continuous Dynamical Systems - Series B, 24 (2019) 8, 3503-3523. - Michele Pignotti, María Suarez-Taboada, Carlos Vázquez.
A new mathematical model for pricing a mine extraction project,
Nonlinear Analysis: Real World Applications, 50 (2019) 8-24. - M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak and Cornelis W. Oosterlee.
Uncertainty Quantification and Heston Model,
Journal of Mathematics in Industry, 8 (2018) 5, . - Andrea Pascucci, María Suárez-Taboada, Carlos Vázquez.
Mathematical Analysis and Numerical Methods for a PDE Model of a Stock Loan Pricing Problem,
Journal of Mathematical Analysis and Applications, 403 (2013) 1, 38-53. - María Suárez-Taboada, Carlos Vázquez.
Numerical solution of a PDE model for a rachet-cap pricing with BGM interest rate dynamics,
Applied Mathematics and Computation, 218 (2012) 5217-5230. - Andrea Pascucci, María Suárez-Taboada, Carlos Vázquez.
Mathematical analysis and numerical methods for a PDE model governing ratchet-cap pricing problems,
Mathematical Models and Methods in Applied Sciences, 21 (2011) 7, 1479-1498. - María Suárez-Taboada, Carlos Vázquez.
A numerical method for pricing spread options on LIBOR rates with a PDE model,
Mathematical and Computer Modelling, 52 (2010) 1074-1080.
Departamento de Matemáticas
Escuela Politécnica Superior
Campus de Esteiro, s/n
15403 - Ferrol (Spain)
+34.981.337.400 Ext.
Escuela Politécnica Superior
Campus de Esteiro, s/n
15403 - Ferrol (Spain)
+34.981.337.400 Ext.